Pages that link to "Item:Q1017080"
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The following pages link to Network models and financial stability (Q1017080):
Displayed 40 items.
- Leveraging the network: a stress-test framework based on debtrank (Q2520730) (← links)
- Systemic risk contagion in reconstructed financial credit network within banking and firm sectors on DebtRank based model (Q2657423) (← links)
- Impact of the RMB joining in the SDR basket on its internationalization from the perspective of risk spillover (Q2661885) (← links)
- Reducing systemic risk in a multi-layer network using reinforcement learning (Q2675921) (← links)
- Identification of systemically important financial institutions in a multiplex financial network: a multi-attribute decision-based approach (Q2683270) (← links)
- RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS (Q2799998) (← links)
- The price of complexity in financial networks (Q2962342) (← links)
- Sensitivity of the Eisenberg--Noe Clearing Vector to Individual Interbank Liabilities (Q3122068) (← links)
- An Optimization View of Financial Systemic Risk Modeling: Network Effect and Market Liquidity Effect (Q3178759) (← links)
- Optimizing spread dynamics on graphs by message passing (Q3301689) (← links)
- Market procyclicality and systemic risk (Q4554211) (← links)
- Contagion risk in the interbank market: a probabilistic approach to cope with incomplete structural information (Q4555062) (← links)
- Systemic risk and dynamics of contagion: a duplex inter-bank network (Q4555152) (← links)
- Can bank-specific variables predict contagion effects? (Q4555183) (← links)
- Densely Entangled Financial Systems (Q4562468) (← links)
- Self-Organization, Resilience and Robustness of Complex Systems Through an Application to Financial Market from an Agent-Based Approach (Q4637662) (← links)
- Filling in the blanks: network structure and interbank contagion (Q4683022) (← links)
- Interbank contagion and resolution procedures: inspecting the mechanism (Q4683023) (← links)
- Modelling the emergence of the interbank networks (Q4683024) (← links)
- Quantifying preferential trading in the e-MID interbank market (Q4683030) (← links)
- When does low interconnectivity cause systemic risk? (Q4683110) (← links)
- BANK PANICS AND FIRE SALES, INSOLVENCY AND ILLIQUIDITY (Q4686505) (← links)
- The impact of CoCo bonds on systemic risk considering liquidity risk (Q5068097) (← links)
- An adaptive dynamical model of default contagion (Q5092640) (← links)
- (Q5120617) (← links)
- Systemic illiquidity in the interbank network (Q5212057) (← links)
- Obligations with Physical Delivery in a Multilayered Financial Network (Q5215984) (← links)
- Completeness, interconnectedness and distribution of interbank exposures—a parameterized analysis of the stability of financial networks (Q5245922) (← links)
- Optimization of Fire Sales and Borrowing in Systemic Risk (Q5742495) (← links)
- SYSTEMIC RISK: THE EFFECT OF MARKET CONFIDENCE (Q5854310) (← links)
- Contagion and supervision of liquidity crisis in interbank markets: based on the SIS network model (Q6061053) (← links)
- Clearing payments in dynamic financial networks (Q6088362) (← links)
- Multivariate stress scenario selection in interbank networks (Q6094494) (← links)
- Credit risk contagion and optimal dual control -- an SIS/R model (Q6104739) (← links)
- Connectivity, centralisation and `robustness-yet-fragility' of interbank networks (Q6110755) (← links)
- Decentralized payment clearing using blockchain and optimal bidding (Q6112780) (← links)
- Does the default pecking order impact systemic risk? Evidence from Brazilian data (Q6112874) (← links)
- CONTAGION IN HETEROGENEOUS FINANCIAL NETWORKS (Q6121961) (← links)
- Network versus portfolio structure in financial systems (Q6135176) (← links)
- FINANCIAL CONTAGION IN LARGE, INHOMOGENEOUS STOCHASTIC INTERBANK NETWORKS (Q6203306) (← links)
